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BSCZ vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCZ vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSCZ achieves a 0.18% return, which is significantly lower than COMT's 39.67% return.


BSCZ

1D
-0.24%
1M
0.42%
YTD
0.18%
6M
-0.02%
1Y
3Y*
5Y*
10Y*

COMT

1D
0.78%
1M
-4.35%
YTD
39.67%
6M
39.06%
1Y
47.51%
3Y*
16.86%
5Y*
13.50%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCZ vs. COMT - Yearly Performance Comparison


Correlation

The correlation between BSCZ and COMT is -0.38, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 12, 2025

-0.38

BSCZ vs. COMT - Sectors Allocation Comparison


Sectors
BSCZ
COMT

Healthcare

12.1%

-

Communication Services

10.8%

-

Technology

10.5%

-

Financial Services

9.8%
100.0%

Energy

8.9%

-

Consumer Cyclical

7.4%

-

Industrials

7.3%

-

Utilities

5.0%

-

Consumer Defensive

4.6%

-

Real Estate

3.5%

-

Basic Materials

1.7%

-

Healthcare

BSCZ
12.1%
COMT

-

Communication Services

BSCZ
10.8%
COMT

-

Technology

BSCZ
10.5%
COMT

-

Financial Services

BSCZ
9.8%
COMT
100.0%

Energy

BSCZ
8.9%
COMT

-

Consumer Cyclical

BSCZ
7.4%
COMT

-

Industrials

BSCZ
7.3%
COMT

-

Utilities

BSCZ
5.0%
COMT

-

Consumer Defensive

BSCZ
4.6%
COMT

-

Real Estate

BSCZ
3.5%
COMT

-

Basic Materials

BSCZ
1.7%
COMT

-

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Return for Risk

BSCZ vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSCZ

COMT
COMT Risk / Return Rank: 7171
Overall Rank
COMT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 6060
Sortino Ratio Rank
COMT Omega Ratio Rank: 6464
Omega Ratio Rank
COMT Calmar Ratio Rank: 9191
Calmar Ratio Rank
COMT Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSCZ vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and iShares Commodities Select Strategy ETF (COMT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BSCZ vs. COMT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCZCOMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.20

+1.01

Drawdowns

BSCZ vs. COMT - Drawdown Comparison

The maximum BSCZ drawdown since its inception was -3.28%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for BSCZ and COMT.


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Drawdown Indicators


BSCZCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-3.28%

-51.89%

+48.61%

Max Drawdown (1Y)

Largest decline over 1 year

-8.02%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

Current Drawdown

Current decline from peak

-1.46%

-4.82%

+3.36%

Average Drawdown

Average peak-to-trough decline

-0.75%

-24.07%

+23.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

Volatility

BSCZ vs. COMT - Volatility Comparison


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Volatility by Period


BSCZCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

Volatility (6M)

Calculated over the trailing 6-month period

18.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.98%

21.29%

-16.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

21.06%

-16.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

18.89%

-13.91%

BSCZ vs. COMT - Expense Ratio Comparison

BSCZ has a 0.10% expense ratio, which is lower than COMT's 0.48% expense ratio.


Dividends

BSCZ vs. COMT - Dividend Comparison

BSCZ's dividend yield for the trailing twelve months is around 4.09%, less than COMT's 5.54% yield.


PositionTTM20252024202320222021202020192018201720162015
BSCZ
Invesco BulletShares 2035 Corporate Bond ETF
4.09%2.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COMT
iShares Commodities Select Strategy ETF
5.54%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%

Frequently Asked Questions


BSCZ and COMT have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BSCZ is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSCZ is cheaper with a 0.10% expense ratio, compared with 0.48% for COMT.

COMT has the higher dividend yield at 5.54%, compared with 4.09% for BSCZ.

BSCZ is categorized as Corporate Bonds, while COMT is Commodities. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for BSCZ and 0.48% for COMT.

Portfolio Optimizer

Find the right allocation for BSCZ and COMT

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